BOK Financial Corporation

10-Year Study

BOKF.US · Financial Services · US · Common Stock

Executive Summary: BOK Financial Corporation has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 57.0% and an annualized volatility of 28.4%.

1Y CAGR
+50.9%
3Y CAGR
+21.8%
5Y CAGR
+10.9%
10Y CAGR
+10.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
57.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +57.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.7-2.81.95.8————————14.9%
20253.7-0.8-4.4-10.51.93.44.010.30.0-6.28.35.213.8%
2024-2.12.18.2-3.62.71.112.22.6-0.31.512.5-10.427.2%
2023-3.24.7-19.4-0.6-2.3-0.710.3-6.1-3.8-18.110.419.3-15.2%
2022-2.80.7-8.5-11.74.6-12.316.51.5-0.024.0-4.5-0.90.6%
20217.917.23.8-1.54.1-4.9-3.05.41.713.02.52.257.6%
2020-9.7-7.6-41.221.7-0.610.8-1.31.6-8.214.014.92.3-19.0%
201913.39.5-9.86.9-13.50.710.9-8.44.0-2.58.74.922.1%
20184.7-1.84.81.70.7-6.93.55.9-5.1-11.9-1.1-13.0-19.0%
2017-1.00.8-5.17.7-4.04.51.1-4.910.7-2.93.53.713.6%
2016———10.26.7-1.64.06.6-0.13.013.83.455.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 28.4%. The dominant macroeconomic risk driver is IJR.US, accounting for 56.6% of variance. Idiosyncratic stock-specific factors contribute 12.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111017.952782297203
2016-05-0111755.010741876093
2016-06-0111563.193188510035
2016-07-0112029.78397540192
2016-08-0112819.771569291503
2016-09-0112801.197317673239
2016-10-0113181.690163793244
2016-11-0115000.826298160962
2016-12-0115508.82509711913
2017-01-0115359.41642401432
2017-02-0115483.08183610434
2017-03-0114696.352882849542
2017-04-0115826.70549104223
2017-05-0115201.139593181993
2017-06-0115880.682545556961
2017-07-0116058.13880412544
2017-08-0115271.200366829833
2017-09-0116903.05776871565
2017-10-0116407.814220242213
2017-11-0116980.217723746413
2017-12-0117613.650911139197
2018-01-0118447.397393553012
2018-02-0118106.985827240842
2018-03-0118977.3454647869
2018-04-0119301.347447902484
2018-05-0119437.791386481764
2018-06-0118101.492690170777
2018-07-0118740.768154701636
2018-08-0119846.145610029165
2018-09-0118826.260919355627
2018-10-0116591.01965193063
2018-11-0116405.41679177519
2018-12-0114270.588207910583
2019-01-0116173.843822664778
2019-02-0117702.611800468778
2019-03-0115962.497701494554
2019-04-0117056.679398641147
2019-05-0114753.728234026263
2019-06-0114862.031483123734
2019-07-0116476.618089645202
2019-08-0115085.830266719735
2019-09-0115682.208054894129
2019-10-0115285.957353704494
2019-11-0116613.527548315167
2019-12-0117422.880777977174
2020-01-0115728.434199898982
2020-02-0114526.391497741064
2020-03-018539.267783449364
2020-04-0110391.176532201189
2020-05-0110331.752892625464
2020-06-0111447.278685929889
2020-07-0111297.195008693589
2020-08-0111483.007352889834
2020-09-0110535.976556408234
2020-10-0112014.817504486451
2020-11-0113801.99568462876
2020-12-0114117.40882207124
2021-01-0115226.510438124233
2021-02-0117852.509269668808
2021-03-0118528.770305404458
2021-04-0118242.498725638754
2021-05-0118995.17488426007
2021-06-0118068.789903800272
2021-07-0117528.390906530552
2021-08-0118479.052759719478
2021-09-0118793.860721044068
2021-10-0121232.534268097676
2021-11-0121766.136672043427
2021-12-0122246.972373710218
2022-01-0121626.946164929115
2022-02-0121769.41858868274
2022-03-0119914.67016737775
2022-04-0117578.760180342484
2022-05-0118379.408184308715
2022-06-0116120.634876299675
2022-07-0118776.124405589035
2022-08-0119062.186501313932
2022-09-0119060.04510889679
2022-10-0123635.223112141466
2022-11-0122574.512309514997
2022-12-0122376.177474879376
2023-01-0121666.88778870974
2023-02-0122686.84230739688
2023-03-0118293.82231563659
2023-04-0118176.790564838804
2023-05-0117750.44398978649
2023-06-0117632.55102682094
2023-07-0119444.285391746795
2023-08-0118254.648800005587
2023-09-0117567.168730084468
2023-10-0114391.111359388493
2023-11-0115890.691227506653
2023-12-0118963.89193416615
2024-01-0118563.125688096883
2024-02-0118945.992686679376
2024-03-0120503.855670151086
2024-04-0119775.060692181825
2024-05-0120314.831237329126
2024-06-0120543.49470587277
2024-07-0123054.27731497322
2024-08-0123661.152581192524
2024-09-0123586.739194696795
2024-10-0123949.728485407108
2024-11-0126933.339850614604
2024-12-0124119.24762642944
2025-01-0125018.7720976568
2025-02-0124813.314805633727
2025-03-0123717.94603225589
2025-04-0121217.474693164073
2025-05-0121627.737549083275
2025-06-0122363.003256313037
2025-07-0123256.33631033431
2025-08-0125659.467398464247
2025-09-0125666.3803718109
2025-10-0124086.405184031733
2025-11-0126089.6545142647
2025-12-0127442.549001808544
2026-01-0130102.01872787325
2026-02-0129262.5929003531
2026-03-0129807.25140645258
2026-04-0131543.64134470134
Annual Return Matrix
YearAnnual Return
20170.13571794129079806
2018-0.1897995321977456
20190.22089436848294652
2020-0.1897201730315523
20210.5758538025001565
20220.005807761119074328
2023-0.15249635665180206
20240.2718511426958292
20250.13778627869542226
20260.14944283574468664
Total Factor Risk
0.28448387417539744
VTI.US Exposure
0.1906633710065589
VEA.US Exposure
-0.030445095799208958
VWO.US Exposure
-0.018940013579353182
QQQ.US Exposure
0.001346865316665732
VTV.US Exposure
0.17804946202332061
IJR.US Exposure
0.5659523792357496
QUAL.US Exposure
-0.12538924857248032
SHV.US Exposure
0.11633163927733223
TLT.US Exposure
0.005272052425130116
LQD.US Exposure
0.018587071486538143
HYG.US Exposure
0.019860614609796587
GLD.US Exposure
-0.002382269623458466
USO.US Exposure
-0.004553531449126407
VNQ.US Exposure
-0.08355613076883649
BTC-USD.CC Exposure
-0.012547676835113286
CPER.US Exposure
0.03068091043238962
VIX.INDX Exposure
-0.028366549452322108
UUP.US Exposure
0.013728947117343186
TIP.US Exposure
0.03947064093749915
Idiosyncratic Exposure
0.12623656221157553
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.87%
Market Cap$7.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$147
Avg Yield on Cost
1.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$146.641.47%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BOK Financial Corporation a high-risk investment?

BOK Financial Corporation (BOKF.US) has an annualized volatility of 28.4% and experienced a maximum drawdown of 57.0% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of BOKF.US?

Over the past 10 years, BOKF.US has generated a Compound Annual Growth Rate (CAGR) of 10.5%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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